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Summary

We consider the blind estimation of a multiple input/multiple output (MIMO) system that mixes a number of underlying signals of interest called sources. We also consider the case of direct estimation of the inverse system for the purpose of source separation. We will describe the estimation theory associated with the identifiability conditions and dedicated algebraic algorithms. The algorithms depend critically on (statistical and/or time-frequency) properties of complex sources that will be described precisely.

Table of Contents

1. Introduction: A brief history, the importance of the problem, non-circular signals, applications

5. Unitary recursive estimation: Unitary joint diagonalization of a set of Hermitian matrices, unitary joint diagonalization of a set of complex symmetric matrices, illustrations by computer simulations

6. General recursjve estimation: General Joint diagonalization of a set of Hermitian matrices, General joint diagonalization of a set of complex symmetric matrices, some illustrations by computer simulations